Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51716.91 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48517.85 Kr¶

PnL: ---------------------------------------> -569.72 Kr¶

DD now: ---------------------------------> -0.438 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:29:16.736779'

Anic Portfolio¶

Today¶

Return: -0.35 %¶

This Week¶

Return: 8.815 %¶

Total¶

Return: 69.308 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.610000 777.200000 104.200000 15.480000 673.000000
Nordea Bank Abp 29 -0.080000 3532.200000 78.200000 2.260000 3453.999992
SAAB B 8 0.540000 3445.600000 68.600000 2.030000 3377.000000
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Swedbank A 3 2.230000 604.200000 40.200000 7.130000 564.000000
Resurs Holding 22 -0.330000 606.980000 32.980000 5.750000 573.999998
AcadeMedia 12 -1.170000 587.520000 30.520000 5.480000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -1.490000 377.400000 22.400000 6.310000 355.000000
OEM International B 7 0.000000 548.800000 20.800000 3.940000 527.999997
Intrum 4 0.070000 539.800000 12.800000 2.430000 527.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 -0.230000 577.800000 7.800000 1.370000 570.000000
Karnov Group 9 -0.500000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Midsona B 63 -1.690000 585.270000 2.270000 0.390000 582.999984
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.490000 245.520000 -0.480000 -0.200000 246.000000
Coor Service Management Hold. 8 -0.300000 529.600000 -2.400000 -0.450000 532.000000
Corem Property Group B 59 -1.620000 572.010000 -4.990000 -0.860000 576.999999
Boozt 12 -0.440000 1638.000000 -16.000000 -0.970000 1653.999996
Essity B 2 0.330000 551.800000 -22.200000 -3.870000 574.000000
Sampo Oyj SDB 7 -0.270000 3822.000000 -28.000000 -0.730000 3850.000000
Fasadgruppen Group 38 0.000000 4111.600000 -29.400000 -0.710000 4140.999992
Essity A 4 0.540000 1114.000000 -35.000000 -3.050000 1149.000000
CTEK 13 -1.950000 496.600000 -37.400000 -7.000000 533.999999
International Petroleum Corp. 5 -2.450000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -0.530000 3024.000000 -60.000000 -1.950000 3083.999994
OX2 22 0.860000 1797.400000 -191.600000 -9.630000 1989.000002
Axfood 15 0.300000 4057.500000 -242.500000 -5.640000 4300.000005
Ovzon 64 -1.670000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48517.850000 -569.720000 -0.43791% 49087.564636

Updated:¶

'2023-01-31 09:29:29.880593'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶